Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
- | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | - | - |
19.12.2014 | 95.76% | 0.01 | 0.01 | 25'000 | 25'000 | 25'000 | 25'000 | 289 | 800 | 64.78% | 98.27% |
18.12.2014 | 77.26% | 0.01 | 0.01 | 25'000 | 25'000 | 24'874 | 25'000 | 494 | 1'025 | 10.32% | 92.05% |
17.12.2014 | 100.00% | 0.01 | 0.03 | 25'000 | 25'000 | 25'000 | 25'000 | 250 | 750 | 11.56% | 100.00% |
16.12.2014 | 97.36% | 0.01 | 0.03 | 25'000 | 25'000 | 25'000 | 25'000 | 270 | 770 | 6.39% | 99.99% |
15.12.2014 | 53.73% | 0.01 | 0.03 | 25'000 | 25'000 | 25'000 | 25'000 | 753 | 1'253 | 99.89% | 99.89% |
12.12.2014 | 32.05% | 0.04 | 0.06 | 25'000 | 25'000 | 25'000 | 25'000 | 1'345 | 1'845 | 100.00% | 100.00% |
11.12.2014 | 25.55% | 0.09 | 0.11 | 25'000 | 25'000 | 25'000 | 24'987 | 1'735 | 2'234 | 100.00% | 100.00% |
10.12.2014 | 15.04% | 0.08 | 0.10 | 25'000 | 25'000 | 25'000 | 25'000 | 3'294 | 3'794 | 100.00% | 100.00% |
09.12.2014 | 11.58% | 0.13 | 0.15 | 25'000 | 25'000 | 25'000 | 25'000 | 4'083 | 4'583 | 99.77% | 99.77% |